Well, shortcuts can be made to web apps too. But yeah, Steam offers a bunch of other things to games like this; the ones you mentioned, but also a way to pay for the game, a community, and (probably most importantly), exposure. App store for games.
steam is like paypal for gamers. which would be good if integration was easy... but no, you are forced to depend on their fullfledged client with all the DRM and abusive tactics.
